| Factor | 3m | 6m | 12m | 3y | 5y | 10y | ytd |
|---|---|---|---|---|---|---|---|
| Corp Total Return | 1.28% | -6.67% | -11.41% | -2.51% | 1.83% | 1.95% | -8.54% |
| EEM US Equity | -4.89% | -13.74% | -18.79% | 1.01% | 0.20% | 1.17% | -17.47% |
| EFA US Equity | -2.09% | -8.22% | -12.16% | 4.55% | 1.98% | 2.65% | -11.36% |
| Global vs US | -1.65% | -2.09% | -4.56% | -2.55% | -2.13% | -2.10% | -1.59% |
| HFRI FoF | -2.75% | -3.59% | -6.20% | 3.65% | 2.49% | 2.30% | -4.15% |
| HFRI Fund Weighted | -3.37% | -3.54% | -5.23% | 6.12% | 3.78% | 3.36% | -3.66% |
| MSCI ACWI | -1.78% | -7.59% | -8.55% | 9.42% | 5.90% | 6.24% | -9.95% |
| MSCI ACWI ETF | -1.15% | -7.36% | -8.30% | 9.08% | 5.63% | 5.91% | -10.20% |
| MSCI EAFE | -3.88% | -9.33% | -12.86% | 4.91% | 2.21% | 3.16% | -10.89% |
| MSCI EM | -6.33% | -13.49% | -18.67% | 1.88% | 0.90% | 1.91% | -16.09% |
| Russell 3000 | 0.09% | -5.94% | -5.71% | 12.64% | 8.06% | 8.62% | -8.31% |
| Russell 3000 ETF | -0.01% | -6.03% | -5.80% | 12.52% | 7.94% | 8.49% | -8.35% |
| S&P 500 | 0.38% | -4.97% | -2.96% | 13.23% | 8.77% | 9.01% | -7.82% |
| Factor | 3m | 6m | 12m | 3y | 5y | 10y | ytd |
|---|---|---|---|---|---|---|---|
| Bloomberg 1-5 Yr Treasury | 0.79% | -2.0% | -4.15% | -0.84% | 1.04% | 0.79% | -2.5% |
| Bloomberg US Aggregate TR | 1.49% | -5.1% | -8.15% | -2.15% | 1.31% | 1.31% | -6.1% |
| Bloomberg US Credit Index | 1.24% | -6.5% | -10.99% | -2.53% | 1.73% | 1.83% | -8.2% |
| Credit Spreads | 13.41% | 30.1% | 89.72% | 11.87% | 5.96% | 3.00% | 50.4% |
| FTSE 3M Treasury | 0.22% | 0.3% | 0.29% | 0.21% | 0.78% | 0.61% | 0.3% |
| Interest Rates (Duration) | -1.15% | -15.3% | -17.44% | -7.74% | 0.90% | 1.57% | -16.7% |
| JPM EM Bond Index | -1.99% | -9.5% | -17.09% | -5.22% | -0.17% | 0.92% | -14.5% |
| Factor | 3m | 6m | 12m | 3y | 5y | 10y | ytd |
|---|---|---|---|---|---|---|---|
| Commodities | -5.910% | 6.4% | 21% | 19.7% | 7.8% | 0.34% | 13.0% |
| Global PMI | 1.800% | 0.7% | -6% | -1.0% | -0.9% | -0.63% | -3.4% |
| Inflation (Oil) | -1.700% | 19.3% | 99% | 9.1% | -5.1% | -10.54% | 41.3% |
| US Dollar | 1.790% | 7.4% | 9% | 1.6% | 1.4% | 1.60% | 7.1% |
| Factor | 3m | 6m | 12m | 3y | 5y | 10y | ytd |
|---|---|---|---|---|---|---|---|
| Crowding Factor | -5.91% | -11.88% | -18.9% | -1.94% | -0.40% | -0.25% | -11.40% |
| Growth Factor | 8.42% | 1.49% | -11.2% | 3.46% | 6.32% | 2.72% | 1.20% |
| Low-Beta Factor | 1.29% | 12.54% | 19.2% | -3.03% | 2.02% | 2.50% | 8.47% |
| Momentum Factor | 2.76% | 7.58% | 4.7% | -1.68% | 0.17% | 1.95% | 10.83% |
| Quality Factor | 6.30% | 8.42% | 14.8% | 4.50% | 2.04% | 3.70% | 7.54% |
| Size Factor | 2.00% | 1.93% | -1.3% | 0.38% | -3.02% | -2.28% | 4.01% |
| Value Factor | 1.38% | 10.97% | 29.9% | 6.93% | 0.90% | 0.05% | 12.13% |